Last Update: 18 Jun 2019 18:15 GMT+0
The Egypt 10Y Government Bond has a 15.910% yield.
10 Years vs 2 Years bond spread is -95.3 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 15.75%.
The Egypt rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 324.00 and implied probability of default is 5.40%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -36.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -58.9 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -95.3 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 15.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 324.00 | -4.00 % | -7.16 % | -4.31 % | 5.40 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 17.650% | +3.0 bp | -213.6 bp | ||||||
| 6 months | 17.600% | +4.5 bp | -238.0 bp | ||||||
| 9 months | 17.525% | +0.2 bp | -246.4 bp | ||||||
| 1 year | 17.230% | -16.3 bp | -275.3 bp | 85.30 | +0.14 % | +2.34 % | |||
| 2 years | 16.863% | +16.5 bp | -259.0 bp | 73.22 | -0.29 % | +4.48 % | |||
| 3 years | 16.684% | +13.9 bp | -228.2 bp | 62.95 | -0.35 % | +5.99 % | |||
| 5 years | 16.274% | +1.1 bp | -211.9 bp | 47.05 | -0.06 % | +9.44 % | |||
| 7 years | 16.065% | +2.3 bp | -217.0 bp | 35.24 | -0.14 % | +13.82 % | |||
| 10 years | 15.910% | -1.0 bp | -219.0 bp | 22.84 | +0.04 % | +20.53 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 15.910% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1622.9 bp | +20.3 | -163.1 | ||
| Japan 10Y | 1604.4 bp | +6.8 | -203.3 | ||
| France 10Y | 1589.6 bp | +26.2 | -149.5 | ||
| Spain 10Y | 1551.2 bp | +47.5 | -120.3 | ||
| United Kingdom 10Y | 1510.2 bp | +22.0 | -171.8 | ||
| Australia 10Y | 1455.3 bp | +27.2 | -115.0 | ||
| Canada 10Y | 1448.4 bp | +25.3 | -160.1 | ||
| United States 10Y | 1385.2 bp | +32.5 | -142.2 | ||
| Italy 10Y | 1378.9 bp | +54.9 | -138.4 | ||
| China 10Y | 1265.1 bp | +1.4 | -204.0 | ||
| India 10Y | 910.2 bp | +54.4 | -165.3 | ||
| Russia 10Y | 835.0 bp | +47.0 | -97.0 | ||
| Brazil 10Y | 802.0 bp | +120.0 | -36.0 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.910% | 22.84 | 27.69 | 37.39 | 47.09 | 56.79 | 66.49 | |
| 7 years | 16.065% | 35.24 | 39.28 | 47.34 | 55.40 | 63.46 | 71.52 | |
| 5 years | 16.274% | 47.05 | 50.31 | 56.81 | 63.32 | 69.83 | 76.33 | |
| 3 years | 16.684% | 62.95 | 65.17 | 69.61 | 74.05 | 78.49 | 82.93 | |
| 2 years | 16.863% | 73.22 | 74.81 | 77.99 | 81.16 | 84.34 | 87.51 | |
| 1 year | 17.230% | 85.30 | 86.16 | 87.86 | 89.57 | 91.27 | 92.98 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||